Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465196.0502 | 382017.5362 | 83178.514 | 20289.1257 | -270258.2002 | 290547.3259 |
Total P&L (%) | 465.1961 | 382.0175 | 83.1785 | 20.2891 | -270.2582 | 290.5473 |
Avg Daily Profit (%) | 0.2658 | 0.2183 | 0.0475 | 0.0106 | 0 | 0.0779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165706 | -165696 | -97512 | -625545 | -810167 | -279764 |
Profit Factor | 1.4286 | 1.6401 | 1.1702 | 1.0057 | 0.8658 | 1.1867 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 107 | 49 | 58 | 107 | 49 | 58 |
Losing Trades | 134 | 72 | 62 | 134 | 72 | 62 |
Profitability (%) | 44.3983 | 40.4959 | 48.3333 | 44.3983 | 40.4959 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.7891 | 2.4099 | 1.2509 | 1.2595 | 1.2723 | 1.2685 |
Largest Winning Trade | 337353 | 337353 | 52704 | 337353 | 337353 | 214842 |
Largest Losing Trade | -39580 | -39580 | -33128 | -175336 | -154047 | -175336 |
Avg Bars in Trades | 28 | 24 | 32 | 28 | 24 | 32 |
Avg Bars in Winners | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 6840 | 2955 | 3885 | 6840 | 2955 | 3885 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342881 | 260341 | -163586 | -400345 | -582762 | -105017 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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